-31.2%
SE vs JAAA
+29.3%
-60.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -1.0% |
| 7D | -6.1% | +0.2% | -6.3% | -6.2% |
| 30D | -2.5% | +0.5% | -3.0% | -2.9% |
| 3M | +21.7% | +1.3% | +20.5% | +20.5% |
| 6M | +27.0% | +2.7% | +24.3% | +24.4% |
| YTD | -12.1% | +3.2% | -15.3% | -14.3% |
| 1Y | -40.9% | +4.9% | -45.8% | -43.1% |
| 3Y | +191.0% | +19.0% | +172.0% | +198.5% |
| 5Y | -68.3% | +26.8% | -95.1% | -67.6% |
| All | -31.2% | +29.3% | -60.4% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded JAAA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling